Table 2. Simulation results for the estimation of U(t) and V(t), when data simulated from SVM-OU and ODE model. For data augmentation, 0, 1 and 3 data points are added between every two adjacent observations.

Simulation Model	Fitting Model	No. data points augmented	States	Bias	MSE
SVM-OU	SVM-OU	0	U(t)	0.008	0.005
			V(t)	0.079	0.085
	SVM-OU	1	U(t)	0.008	0.005
			V(t)	0.046	0.048
	SVM-OU	3	U(t)	0.008	0.005
			V(t)	0.028	0.038
	SVM-WN	0	U(t)	0.014	0.006
			V(t)	0.052	0.079
	ODE	0	U(t)	0.051	0.099
			V(t)	0.054	0.133
ODE	SVM-OU	3	U(t)	0.043	0.026
			V(t)	0.045	0.090
	SVM-WN	0	U(t)	0.066	0.067
			V(t)	0.135	0.303
	ODE	0	U(t)	0.030	0.018
			V(t)	0.020	0.018